Construction of \({\mathcal L}^{p}\)-strong Feller processes via Dirichlet forms and applications to elliptic diffusions (Q1950463): Difference between revisions

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Latest revision as of 11:06, 6 July 2024

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Construction of \({\mathcal L}^{p}\)-strong Feller processes via Dirichlet forms and applications to elliptic diffusions
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    Construction of \({\mathcal L}^{p}\)-strong Feller processes via Dirichlet forms and applications to elliptic diffusions (English)
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    13 May 2013
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    Starting with a regular Dirichlet form (on a locally compact separable metric space) possessing specified regularity assumptions and using techniques in [\textit{S. Albeverio} et al., Contemp. Math. 317, 15--35 (2003; Zbl 1029.60063); \textit{J. M. N. Dohmann}, Forum Math. 17, No. 3, 343--359 (2005; Zbl 1069.60064)], the authors provide a general construction scheme for \({\mathcal L}^p\)-strong Feller processes. This process solves the corresponding martingale problem for all starting points from a known set, namely, the set where the regularity assumptions hold. This result is applied to construct elliptic diffusions having locally Lipschitz matrix coefficients and singular drifts on general open sets with absorption at the boundary. In this application, elliptic regularity results imply the desired regularity assumptions.
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    Dirichlet forms
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    elliptic regularity
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    strong Feller processes
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    diffusion processes Dirichlet forms
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    diffusion processes
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